Factor profiled sure independence screening
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- scientific article; zbMATH DE number 2151379
Cited in
(38)- Feature Screening for Massive Data Analysis by Subsampling
- Goodness-of-fit testing-based selection for large-p-small-n problems: a two-stage ranking approach
- Data‐driven Q‐matrix learning based on Boolean matrix factorization in cognitive diagnostic assessment
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure
- The Kendall interaction filter for variable interaction screening in high dimensional classification problems
- A model-free conditional screening approach via sufficient dimension reduction
- Testing covariates in high dimension linear regression with latent factors
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- A Behrens-Fisher problem for general factor models in high dimensions
- Class-Distributed Learning for Multinomial Logistic Regression with High Dimensional Features and a Large Number of Classes
- Dynamic tilted current correlation for high dimensional variable screening
- Testing a single regression coefficient in high dimensional linear models
- Hypothesis testing sure independence screening for nonparametric regression
- Marginal empirical likelihood and sure independence feature screening
- Adaptive conditional feature screening
- Robust rank correlation based screening
- Independence screening for high dimensional nonlinear additive ODE models with applications to dynamic gene regulatory networks
- A multi-step procedure to determine the number of factors in large approximate factor models
- Variable screening via truncated common factors for high-dimensional data with multicollinearity
- Robust high-dimensional factor models with applications to statistical machine learning
- Robust estimation of the number of factors for the pair-elliptical factor models
- Principal components adjusted variable screening
- Dimensionality determination: a thresholding double ridge ratio approach
- Robust determination for the number of common factors in the approximate factor models
- Gini correlation for feature screening
- Factor-Adjusted Regularized Model Selection
- A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection
- Factor-adjusted multiple testing of correlations
- A latent factor model for high-dimensional binary data
- F-test and z-test for high-dimensional regression models with a factor structure
- Model-Free Feature Screening and FDR Control With Knockoff Features
- A high dimensional two-sample test under a low dimensional factor structure
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding
- Equality tests of covariance matrices under a low-dimensional factor structure
- Maximum conditional alpha test for conditional multi-factor models
- Factor-assisted learning of ultrahigh-dimensional covariates with distributed functional and scalar mixtures with applications to the Avon Longitudinal Study of Parents and Children
- High-dimensional variable screening under multicollinearity
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